Wrong URL in admin pagination when using CloudFlare Workers for Subdirectory

We implemented a cloudflare worker to serve our subdomain blog blog.domain.com via a subdirectory www.domain.com/blog it’s done as described here https://blog.cloudflare.com/subdomains-vs-subdirectories-improved-seo-part-2/

We updated the site settings in WP and all works fine but the pagination in admin is still pointing to the original host which is blog.domain.com

I see similar issues and questions being posted when using a proxy to serve the blog from a special directory, it seems to be no real solution other than modifying the WP core files which I would avoid.

Where is WP pulling the host other than the wp-config.php file?